-47.1%
EOSE vs SPYG
+22.6%
-69.7%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | -0.1% | +11.0% | +11.3% |
| 7D | +19.0% | +0.4% | +18.6% | +17.7% |
| 30D | +1.6% | -0.4% | +2.0% | +3.6% |
| 3M | -52.0% | +0.5% | -52.5% | -51.5% |
| 6M | -42.5% | +17.5% | -60.0% | -62.3% |
| YTD | -66.1% | +14.3% | -80.5% | -75.1% |
| 1Y | -47.1% | +21.7% | -68.9% | -65.5% |
| All | -47.1% | +22.6% | -69.7% | -65.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded SPYG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling